Alessandro Girardi

National Institute of Statistics (ISTAT)

Via Cesare Balbo 16

00184 Rome, 0185

Italy

SCHOLARLY PAPERS

26

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3,374

SSRN CITATIONS
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Top 15,250

in Total Papers Citations

17

CROSSREF CITATIONS

74

Scholarly Papers (26)

1.
Downloads 509 (99,809)
Citation 3

Time-Varying Spot and Futures Oil Price Dynamics

CESifo Working Paper Series No. 3015
Number of pages: 34 Posted: 21 Apr 2010
Guglielmo Maria Caporale, Davide Ciferri and Alessandro Girardi
Brunel University London - Department of Economics and Finance, John Cabot University and National Institute of Statistics (ISTAT)
Downloads 388 (136,093)
Citation 2

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cointegration, oil market, futures prices, price discovery

Time-Varying Spot and Futures Oil Price Dynamics

DIW Berlin Discussion Paper No. 988
Number of pages: 32 Posted: 04 Jul 2010
Guglielmo Maria Caporale, Davide Ciferri and Alessandro Girardi
Brunel University London - Department of Economics and Finance, John Cabot University and National Institute of Statistics (ISTAT)
Downloads 121 (410,397)
Citation 4

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Cointegration, oil market, futures prices, price discovery

2.

Regional Inequalities and Cohesion Policies in the European Union

ISAE Working Paper No. 23
Number of pages: 40 Posted: 10 Oct 2006
Roberto Basile, Sergio de Nardis and Alessandro Girardi
University of L'Aquila - Faculty of Economics, Istituto di Studi e Analisi Economica (ISAE) and National Institute of Statistics (ISTAT)
Downloads 494 (103,670)
Citation 3

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Economic Growth, Regional Labour Markets, Infrastructures, Regional Development Policy

3.

Euro Area Inflation: Long-Run Determinants and Short-Run Dynamics

ISAE Working Paper No. 60
Number of pages: 41 Posted: 18 Apr 2005
Melisso Boschi, Melisso Boschi and Alessandro Girardi
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy and National Institute of Statistics (ISTAT)
Downloads 207 (261,215)

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Inflation, markup, Euro Area, long-run structural VARs, subset VECM, impulse response analysis, forecasting

4.

Currency Shocks and Dynamics of Trade Flows in the Euro Area: Evidence from Quarterly and Monthly Data

Number of pages: 34 Posted: 27 May 2004
Daniele Antonucci and Alessandro Girardi
Confederation of Italian Industries, Research Department and National Institute of Statistics (ISTAT)
Downloads 151 (344,154)

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Euro area, trade balance, real exchange rate, long-run structural VAR approach, Subset VECM, impulse response analysis, data frequency

5.
Downloads 141 (363,555)
Citation 3

Price Formation on the EuroMTS Platform

CESifo Working Paper Series No. 2938
Number of pages: 17 Posted: 17 Feb 2010
Guglielmo Maria Caporale and Alessandro Girardi
Brunel University London - Department of Economics and Finance and National Institute of Statistics (ISTAT)
Downloads 89 (510,817)

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MTS system, price discovery

Price Formation on the EuroMTS Platform

DIW Berlin Discussion Paper No. 977
Number of pages: 16 Posted: 03 May 2010
Guglielmo Maria Caporale and Alessandro Girardi
Brunel University London - Department of Economics and Finance and National Institute of Statistics (ISTAT)
Downloads 52 (687,819)
Citation 3

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MTS system, price discovery

6.

Are the Baltic Countries Ready to Adopt the Euro? A Generalised Purchasing Power Parity Approach

CESifo Working Paper Series No. 2359
Number of pages: 39 Posted: 30 Jul 2008
Guglielmo Maria Caporale, Davide Ciferri and Alessandro Girardi
Brunel University London - Department of Economics and Finance, John Cabot University and National Institute of Statistics (ISTAT)
Downloads 133 (380,345)

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transition economies, Euro area, (Generalised) Purchasing Power Parity, Vector Error Correction models

7.

Fiscal Shocks and Real Exchange Rate Dynamics: Some Evidence for Latin America

CESifo Working Paper Series No. 2228
Number of pages: 41 Posted: 26 Feb 2008
Guglielmo Maria Caporale, Davide Ciferri and Alessandro Girardi
Brunel University London - Department of Economics and Finance, John Cabot University and National Institute of Statistics (ISTAT)
Downloads 132 (382,549)

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fiscal shocks, real exchange rate, Latin American countries

8.

Net Foreign Assets in the Euro Area: A Cointegration Analysis

Number of pages: 26 Posted: 20 Jul 2004
Alessandro Girardi and Paolo Paesani
National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 126 (396,583)

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Cointegrated VAR, Euro area, net foreign assets

9.

The Informational Content of Trades on the EuroMTS Platform

ISAE Working Paper No. 97
Number of pages: 46 Posted: 10 Dec 2007 Last Revised: 20 Jun 2008
Alessandro Girardi
National Institute of Statistics (ISTAT)
Downloads 108 (444,384)

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European bond markets, price discovery, MTS system

Business Cycles, International Trade and Capital Flows: Evidence from Latin America

CESifo Working Paper Series No. 4006
Number of pages: 36 Posted: 27 Nov 2012
Guglielmo Maria Caporale and Alessandro Girardi
Brunel University London - Department of Economics and Finance and National Institute of Statistics (ISTAT)
Downloads 63 (625,153)
Citation 1

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international business cycle, Latin America, VAR models, trade and financial linkages

Business Cycles, International Trade and Capital Flows: Evidence from Latin America

DIW Berlin Discussion Paper No. 1254
Number of pages: 37 Posted: 21 Nov 2012
Guglielmo Maria Caporale and Alessandro Girardi
Brunel University London - Department of Economics and Finance and National Institute of Statistics (ISTAT)
Downloads 41 (761,705)
Citation 1

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International business cycle, Latin America, VAR models, trade and financial linkages

Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU

CESifo Working Paper Series No. 4172
Number of pages: 35 Posted: 08 Apr 2013
Brunel University London - Department of Economics and Finance, Italian National Institute of Statistics and National Institute of Statistics (ISTAT)
Downloads 54 (675,890)
Citation 2

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output synchronisation, trade intensity, endogeneity, European Monetary Union (EMU)

Trade Intensity and Output Synchronisation: On the Endogeneity Properties of EMU

DIW Berlin Discussion Paper No. 1277
Number of pages: 37 Posted: 27 Mar 2013
Brunel University London - Department of Economics and Finance, Italian National Institute of Statistics and National Institute of Statistics (ISTAT)
Downloads 47 (719,788)
Citation 2

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output synchronisation, trade intensity, endogeneity, European Monetary Union (EMU)

The Euro Changeover and Price Adjustments in Italy

CESifo Working Paper Series No. 3386
Number of pages: 11 Posted: 29 Mar 2011
Guglielmo Maria Caporale, Alessandro Girardi and Marco Ventura
Brunel University London - Department of Economics and Finance, National Institute of Statistics (ISTAT) and Istituto di Studi e Analisi Economica (ISAE)
Downloads 54 (675,890)

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Euro changeover, staggered price adjustments, inflation

The Euro Changeover and Price Adjustments in Italy

DIW Berlin Discussion Paper No. 1114
Number of pages: 13 Posted: 25 Mar 2011
Guglielmo Maria Caporale, Alessandro Girardi and Marco Ventura
Brunel University London - Department of Economics and Finance, National Institute of Statistics (ISTAT) and Istituto di Studi e Analisi Economica (ISAE)
Downloads 45 (733,431)

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Euro changeover, staggered price adjustments, inflation

13.

Fiscal Spillovers in the Euro Area

CESifo Working Paper Series No. 3693
Number of pages: 33 Posted: 11 Jan 2012
Guglielmo Maria Caporale and Alessandro Girardi
Brunel University London - Department of Economics and Finance and National Institute of Statistics (ISTAT)
Downloads 96 (482,345)
Citation 2

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global VAR methodology, fiscal spillovers, euro area, public debt

14.

Does One Monetary Policy Fit All? The Determinants of Inflation in Emu Countries

Number of pages: 32 Posted: 07 Feb 2007 Last Revised: 04 Jan 2008
Melisso Boschi, Melisso Boschi and Alessandro Girardi
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy and National Institute of Statistics (ISTAT)
Downloads 96 (482,345)

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Inflation, markup, EMU countries, long-run structural VARs, subset VEC models

15.

Pricing to Market of Italian Exporting Firms

ISAE Working Paper No. 70
Number of pages: 45 Posted: 13 Jul 2006
Roberto Basile, Sergio de Nardis and Alessandro Girardi
University of L'Aquila - Faculty of Economics, Istituto di Studi e Analisi Economica (ISAE) and National Institute of Statistics (ISTAT)
Downloads 90 (502,565)

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Pricing to market, survey data, panel-VAR models

16.

Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market

DIW Berlin Discussion Paper No. 1080
Number of pages: 33 Posted: 09 Jan 2011
Guglielmo Maria Caporale, Alessandro Girardi and Paolo Paesani
Brunel University London - Department of Economics and Finance, National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 85 (520,757)
Citation 2

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Liquidity, trading activity, Treasury bond market, Europe, commonality

17.

The Transfer Problem in the Euro Area: A Cointegration Analysis

Number of pages: 37 Posted: 04 Nov 2005
Alessandro Girardi and Paolo Paesani
National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 83 (528,317)

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tranfser problem, euro area, cointegration

18.

The Contribution of Domestic, Regional and International Factors to Latin America's Business Cycle

CAMA Working Paper No. 33/2008
Number of pages: 31 Posted: 09 Nov 2008 Last Revised: 19 Dec 2008
Melisso Boschi, Melisso Boschi and Alessandro Girardi
Centre for Applied Macroeconomic Analysis (CAMA)Senate of the Republic of Italy and National Institute of Statistics (ISTAT)
Downloads 82 (532,191)
Citation 1

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International business cycle, Latin America, exchange rate regimes, Global VAR methodology, VECM

19.

Pricing to Market When Quality Matters

Number of pages: 47 Posted: 10 Mar 2010
Roberto Basile, Sergio de Nardis and Alessandro Girardi
University of L'Aquila - Faculty of Economics, Istituto di Studi e Analisi Economica (ISAE) and National Institute of Statistics (ISTAT)
Downloads 80 (540,067)
Citation 1

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Pricing to market, qualitative choice models, firm heterogeneity

20.

Fiscal Spillovers in the Euro Area

DIW Berlin Discussion Paper No. 1164
Number of pages: 34 Posted: 28 Oct 2011
Guglielmo Maria Caporale and Alessandro Girardi
Brunel University London - Department of Economics and Finance and National Institute of Statistics (ISTAT)
Downloads 76 (556,152)
Citation 14

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Global VAR methodology, fiscal spillovers, euro area, public debt

21.

Price Discovery in the Italian Sovereign Bonds Market: The Role of Order Flow

Bank of Italy Temi di Discussione (Working Paper) No. 906
Number of pages: 57 Posted: 04 May 2013
Alessandro Girardi and Claudio Impenna
National Institute of Statistics (ISTAT) and Bank of Italy
Downloads 75 (560,409)
Citation 29

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bonds markets, price discovery, order flow, market microstructure, financial crisis

22.

Sectoral Shifts, Diversification and Regional Unemployment: Evidence from Local Labour Systems in Italy

IZA Discussion Paper No. 6197
Number of pages: 42 Posted: 24 Dec 2011
University of L'Aquila - Faculty of Economics, National Institute of Statistics (ISTAT), affiliation not provided to SSRN and IZA Institute of Labor EconomicsSeconda Università di Napoli - Dipartimento di Discipline Giuridiche ed Economiche Italiane Europee e Comparate
Downloads 66 (600,447)
Citation 2

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unemployment, sectoral shift, diversification, spatial dependence, nonparametrics

23.

The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time

Quaderni - Working Paper DSE N° 919
Number of pages: 59 Posted: 15 Jan 2014
Alessandro Girardi, Roberto Golinelli and Carmine Pappalardo
National Institute of Statistics (ISTAT), University of Bologna - Department of Economics and ISTAT, Italian National Statistical Institute
Downloads 63 (614,720)
Citation 4

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Euro Area GDP forecasts, Bridge and Factor Models, Indicators' selection and pre-screening, Forecasting ability

24.

Price Discovery and Trade Fragmentation in a Multi - Market Environment: Evidence from the MTS System

CESifo Working Paper Series No. 3525
Number of pages: 42 Posted: 26 Jul 2011
Guglielmo Maria Caporale and Alessandro Girardi
Brunel University London - Department of Economics and Finance and National Institute of Statistics (ISTAT)
Downloads 63 (614,720)

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price discovery, liquidity, MTS system

25.

Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market

CESifo Working Paper Series No. 3281
Number of pages: 31 Posted: 26 Dec 2010
Guglielmo Maria Caporale, Alessandro Girardi and Paolo Paesani
Brunel University London - Department of Economics and Finance, National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 60 (629,940)
Citation 1

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liquidity, trading activity, treasury bond market, Europe, commonality

26.

Technology and Non-Technology Shocks in a Two-Sector Economy

Aarhus University Economics Paper No. 2005-11
Number of pages: 40 Posted: 18 Jun 2008
Francesco Busato, Alessandro Girardi and Amedeo Argentiero
Aarhus University - School of Business and Social Sciences, National Institute of Statistics (ISTAT) and University of Rome Tor Vergata, Department of Economics
Downloads 54 (662,312)

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Long-run restrictions, sector-specific shocks, cross sector shocks, real business cycle, United States economy